I don't fish jigs. I do however fish aero puffs, and absolutely love them. I smear shrimp jelly all over them and have had no problems.

Areo flies are another matter all together.
I don't use oils on them, however, I do color the white syrofoam material with a colored marker marker, just to add more contrast. Seems to work well. I colored the black/purple aero fly bright red, had a great afternoon in clear water. I was fishing perfect aero fly water though. Slow holding areas with a small amount of lead. Slammed em'.

Thanks for the post